$2.03
+0.03 (+1.50%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 56.87% | Sharpe | 0.09 |
| Sortino | 0.12 |
| Beta | 2.09 | Correlation | 0.57 |
| Up capture | 93.71% | Down capture | 306.06% |
Relative Value shows 1.35 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.06% | Ulcer Index | 31.19 |
| MTD | −5.14% | QTD | −13.25% |
| YTD | −29.51% | Window (ann., 3.0y) | −10.80% |
| Skewness | −0.21 | Excess Kurtosis | 10.64 |
| Omega (θ=0) | 1.02 | Tail Ratio | 1.06 |
| Gain/Pain | 0.02 | Hit Rate | 48.06% |
| Win/Loss | 0.99 | Upside Potential | 0.47 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.97% | -9.32% | -5.87% | -8.31% |
| CVaR (ES) | -8.29% | -14.63% | -7.37% | -9.53% |
| VaR (Cornish-Fisher) | — | — | -5.31% | -17.71% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.06% | 2025-02-18 | 2026-02-12 | ongoing | 248 | — |
| -37.16% | 2023-09-01 | 2023-11-01 | 2024-01-02 | 42 | 41 |
| -27.81% | 2024-07-23 | 2024-08-05 | 2024-11-06 | 9 | 66 |
| -27.07% | 2024-02-16 | 2024-04-22 | 2024-07-11 | 44 | 55 |
| -11.74% | 2024-11-11 | 2024-11-27 | 2024-12-24 | 12 | 18 |
| -11.28% | 2024-12-26 | 2025-01-27 | 2025-02-11 | 19 | 11 |
| -8.47% | 2024-01-08 | 2024-01-16 | 2024-01-23 | 5 | 5 |
| -5.59% | 2024-01-29 | 2024-01-31 | 2024-02-15 | 2 | 11 |
| -5.13% | 2024-07-16 | 2024-07-19 | 2024-07-23 | 3 | 2 |
| -4.62% | 2024-01-02 | 2024-01-04 | 2024-01-08 | 2 | 2 |
Worst depth first · lengths in trading days.